+14.3%
PFE vs CART
+112.9%
-98.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -3.7% | +3.0% | -6.7% | -3.7% |
| 30D | +5.0% | +28.6% | -23.6% | +4.7% |
| 3M | +12.2% | +29.1% | -16.9% | +12.0% |
| 6M | +14.6% | +44.7% | -30.1% | +14.4% |
| YTD | +24.1% | +29.2% | -5.1% | +23.9% |
| 1Y | +26.6% | +66.2% | -39.6% | +26.1% |
| 3Y | +14.3% | +112.8% | -98.5% | +17.0% |
| All | +14.3% | +112.9% | -98.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling